EconPapers    
Economics at your fingertips  
 

The use of bank trading risk models for regulatory capital purposes

Paul Kupiec () and James M. O'Brien

No 95-11, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Bank capital; Risk (search for similar items in EconPapers)
Date: 1995, Revised 1995
References: Add references at CitEc
Citations: View citations in EconPapers (10) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:95-11

Access Statistics for this paper

More papers in Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by ().

 
Page updated 2020-05-26
Handle: RePEc:fip:fedgfe:95-11